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DATS vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DATS and ^GSPC is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

DATS vs. ^GSPC

Last updated May 30, 2025

Compare and contrast key facts about DatChat, Inc. (DATS) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DATS or ^GSPC.

Performance

DATS vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DatChat, Inc. (DATS) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DATS:

0.28

^GSPC:

0.66

Sortino Ratio

DATS:

4.30

^GSPC:

0.94

Omega Ratio

DATS:

1.59

^GSPC:

1.14

Calmar Ratio

DATS:

1.02

^GSPC:

0.60

Martin Ratio

DATS:

2.18

^GSPC:

2.28

Ulcer Index

DATS:

46.66%

^GSPC:

5.01%

Daily Std Dev

DATS:

397.43%

^GSPC:

19.77%

Max Drawdown

DATS:

-99.31%

^GSPC:

-56.78%

Current Drawdown

DATS:

-98.32%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, DATS achieves a 41.57% return, which is significantly higher than ^GSPC's 0.51% return.

DATS

YTD

41.57%

1M

11.01%

6M

33.33%

1Y

110.88%

3Y*

-42.42%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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DatChat, Inc.

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DATS vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DATS
The Risk-Adjusted Performance Rank of DATS is 8383
Overall Rank
The Sharpe Ratio Rank of DATS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of DATS is 9898
Sortino Ratio Rank
The Omega Ratio Rank of DATS is 9797
Omega Ratio Rank
The Calmar Ratio Rank of DATS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DATS is 7474
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DATS vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DatChat, Inc. (DATS) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current DATS Sharpe Ratio is 0.28, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DATS and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

DATS vs. ^GSPC - Drawdown Comparison

The maximum DATS drawdown since its inception was -99.31%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DATS and ^GSPC.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DATS vs. ^GSPC - Volatility Comparison

DatChat, Inc. (DATS) has a higher volatility of 17.03% compared to S&P 500 (^GSPC) at 4.77%. This indicates that DATS's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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